+164.1%
PAYX vs CSGP
+37.7%
+126.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.0% |
| 7D | -7.5% | -5.4% | -2.1% | -5.6% |
| 30D | -5.3% | -6.0% | +0.7% | -3.4% |
| 3M | +15.6% | -12.8% | +28.4% | +20.6% |
| 6M | +19.5% | -38.9% | +58.4% | +40.6% |
| YTD | +5.8% | -56.0% | +61.8% | +38.0% |
| 1Y | -10.9% | -66.4% | +55.6% | +27.5% |
| 3Y | +5.4% | -64.2% | +69.6% | +43.2% |
| 5Y | +20.4% | -67.0% | +87.4% | +63.7% |
| 10Y | +164.1% | +43.8% | +120.3% | +148.7% |
| All | +164.1% | +37.7% | +126.4% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling